--- Woolton Lee <[email protected]> wrote:
> Is there any way to suppress the constant term when one estimates
> quantile regression using qreg? I've fixed effects into the equation
> and many of the dummy variables are omitted because of collinearity
> with the constant term.
No, see: http://www.stata.com/statalist/archive/2007-10/msg00809.html
Anyhow, even if it were possible I don't think it would be advisable,
as the dropping of many dummies suggests more serious problems to me.
Also I am not sure if adding dummies will give you a fixed effects
model in this case: I always think of a fixed effects model in terms of
demeaning, and demeaning doesn't seem quite right in quantile
regression (maybe "demedianing").
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
___________________________________________________________
Want ideas for reducing your carbon footprint? Visit Yahoo! For Good http://uk.promotions.yahoo.com/forgood/environment.html
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
